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parse_depth_update

nautilus_binance::futures::websocket::streams::parse_data

Function parse_depth_update 

Source 
pub fn parse_depth_update(
    msg: &BinanceFuturesDepthUpdateMsg,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> BinanceWsResult<OrderBookDeltas>
Expand description

Parses a depth update message into OrderBookDeltas.

ยงErrors

Returns an error if parsing fails or the update contains no levels.